A lag shield anchor is what you want. It creates a sleeve inside the hole in your concrete with threads for a lag screw to grab onto. When the lag screw is inserted, it expands the shield inside the hole.
The installation process:
- Drill appropriately sized hole with a hammer drill and masonry bit
- Remove concrete dust
- Tap lag shield anchor into hole
- Insert lag screw into lag shield and tighten
The lag screw will still be removable, but keep in mind that many repeated removals and installs may eventually weaken the anchor.
Image Source (I have no affiliation with this distributor, they just had good illustrations.)